The origin and development of the ideas of the theory of stochastic differential equations in the Ukrainian school of mathematics.

Abstract

It is universally recognized that the theory of stochastic differential equations was created in the Japanese mathematical school during the forties of the last century, and it is much less-known that the idea of a stochastic differential equation arose independently in the Ukrainian school of mathematics about the same time. This paper is devoted to a description of the initial stages in forming the school of the theory of stochastic differential equations and its subsequent development in Ukraine.